Differential Equations and Nonlinear Analysis Seminar: Silvia Villa, Università di Genova, Structured stochastic zeroth order optimization
Differential Equations and Nonlinear Analysis Seminar: Silvia Villa, Università di Genova, Structured stochastic zeroth order optimization
In the framework of black-box optimization, I will present new algorithms, based on the stochastic estimation of the gradient via finite differences with structured directions. I will describe their convergence properties under various assumptions and show some numerical results. Speaker's website: https://www.dima.unige.it/~villa/ Zoom meeting: link